كتاب الإيمان
1  
The Book of Faith
(70)
Chapter: Obligation of believing that the message of our Prophet Muhammad (saws) is for all people, and the abrogation of all other religions
(70)
باب وُجُوبِ الإِيمَانِ بِرِسَالَةِ نَبِيِّنَا مُحَمَّدٍ صَلَّى اللَّهُ عَلَيْهِ وَسَلَّمَ إِلَى جَمِيعِ النَّاسِ وَنَسْخِ الْمِلَلِ بِمِلَّتِهِ
Sahih Muslim 153

It is narrated on the authority of Abu Huraira that the Messenger of Allah (ﷺ) observed:

By Him in Whose hand is the life of Muhammad, he who amongst the community of Jews or Christians hears about me, but does not affirm his belief in that with which I have been sent and dies in this state (of disbelief), he shall be but one of the denizens of Hell-Fire.
حَدَّثَنِي يُونُسُ بْنُ عَبْدِ الأَعْلَى، أَخْبَرَنَا ابْنُ وَهْبٍ، قَالَ وَأَخْبَرَنِي عَمْرٌو، أَنَّ أَبَا يُونُسَ، حَدَّثَهُ عَنْ أَبِي هُرَيْرَةَ، عَنْ رَسُولِ اللَّهِ صلى الله عليه وسلم أَنَّهُ قَالَ ‏ "‏ وَالَّذِي نَفْسُ مُحَمَّدٍ بِيَدِهِ لاَ يَسْمَعُ بِي أَحَدٌ مِنْ هَذِهِ الأُمَّةِ يَهُودِيٌّ وَلاَ نَصْرَانِيٌّ ثُمَّ يَمُوتُ وَلَمْ يُؤْمِنْ بِالَّذِي أُرْسِلْتُ بِهِ إِلاَّ كَانَ مِنْ أَصْحَابِ النَّارِ ‏"‏ ‏.‏
Reference : Sahih Muslim 153
In-book reference : Book 1, Hadith 292
USC-MSA web (English) reference : Book 1, Hadith 284
  (deprecated numbering scheme)